Predictive Inference for the Elliptical Linear Model

Journal of Multivariate Analysis

Volumn 68, Issue 2, 1999, Pages 235-249

  Kibria, B M Golam ^a   Haq, M Safiul ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Elliptical distribution; linear model; marginal likelihood; ARMA(1,1); model; prediction distribution; expectation tolerance region

Indexed keywords

EID: 0041674365     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1792     Document Type: Article

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